On Covariance Structures.

Abstract

In this report, the authors consider the problem of testing the hypothesis that the covariance matrix of the multivariate normal distribution has certain structure. Under certain conditions, the problem is basically reduced to the problem of testing for the multiple independence of several sets of variables and the equality of the covariance matrices within several batches of populations.

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1975
Accession Number
ADA011593

Entities

People

  • Jack Chao-shing Lee
  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Distribution Functions
  • Functions (Mathematics)
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normal Distribution

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.